-49.5%
ORCL vs FDS
+31.1%
-80.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.3% |
| 7D | -14.4% | +9.4% | -23.8% | -15.7% |
| 30D | -12.8% | +23.8% | -36.6% | -16.1% |
| 3M | -14.8% | +25.1% | -39.9% | -18.5% |
| 6M | -30.9% | +53.8% | -84.7% | -37.7% |
| YTD | -35.7% | +19.6% | -55.2% | -41.4% |
| 1Y | -49.5% | +31.6% | -81.1% | -51.1% |
| All | -49.5% | +31.1% | -80.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling